(a) E(X) = E(X1) + E(X2) = 0.7 + 0.3 = 1
(b) Var (X) = (1-0.7)2 + (1-0.3)2 = 0.58
(c) possible values = (1+2)/2 = 1.5
(d) The probabilities are 0.7 for X=1 and 0.3 for X=2
(e) E(X) = 0.7+ 0.3 = 1
Var (X) = (1-0.7)2 + (1- 0.3 )2 = 0.58
(f) Yes, the answers in (a), (b) and (e) consistent with the formulas present in this section.
2. Suppose that X1 and X2 constitute a sample of size 2 from a popula- tion...
suppose X1, X2 is a random sample of size n = 2 from a
population distribution.
i) compute P(X1=X2)
ii) what is the probability that the sample mean is less than
1.5?
T 0 1 2 P(x) 0.2 0.5 0.3
2. Let Xi, X2, X3, X4,X5 be a random sample of size 5 from a popula- tion following the standard normal distribution (mean 0 and variance 1), and let X Σ5 i Xi/5. Let 6 be another independent observation from the same popula- tion. What is the distribution of (b) Z-Σ51 (Xi-X)2, Why?
Please answer as neatly as possible.
Much thanks in advance!
i, X2, , X", and Yİ, Y2, X, are independent randonn samples from popula- ). Show 4. Suppose that tion with means and μ2 and variances σ and σ that X-Y is a consistent estimator of μ1-142 respectively (variances are finte
i, X2, , X", and Yİ, Y2, X, are independent randonn samples from popula- ). Show 4. Suppose that tion with means and μ2 and variances σ and σ...
X1, X2, ..., Xn constitute a random sample from a population with pdf 2 +0.03) |2|<1 f(0) = 0 {ila. 0.W. where 101 < 1. Determine if X is an unbiased estimator of 8. If not, modify it to make it unbiased, and determine if it is consistent. Justify.
Let X1, X2, ..., Xn be a random sample of size n from the distribution with probability density function f(x1) = 2 Æ e-dz?, x > 0, 1 > 0. a. Obtain the maximum likelihood estimator of 1 . Enter a formula below. Use * for multiplication, / for divison, ^ for power. Use m1 for the sample mean X, m2 for the second moment and pi for the constant n. That is, m1 = * = *Šxi, m2 =...
If X, X2,..., Xn constitute a random sample from the population with pdf ffx) 0 elsewhere a) ind the E(X) and hence show that X is a biased estimator of 0. What is the bias? b)What estimator based on X would be an unbiased estimator of 0? Why? nen( y1-0) y, > c Given g(y,)- show that Yı= min ( X1, X2, Х. ) is a consistent 0 otherwise estimator of the parameter 0 d) Obtain the mean of Y,....
O. Let X1 and X2 be two random variables, and let Y = (X1 +
X2)2. Suppose that E[Y ] = 25 and that the variance of X1 and X2
are 9 and 16, respectively.
O. Let Xi and X2 be two random variables, and let Y = (X1 X2)2. Suppose that and that the variance of X1 and X2 are 9 and 16, respectively E[Y] = 25 (63) Suppose that both X\ and X2 have mean zero. Then the...
3. Le t X1, X2 and X3 be a random sample of size n = 3 fron the exponential dist ribu- tion with pdf Find a. P(0.2 < Xi < 1,0.2< X2 < 1.5,0.25 < X < 0.8) f(r) = 4e-41 0 < x < oo. b. E[2560X1(X2-0.25尸(Xa-025n
3 from the exponential distribu- Let X1,ng and tion with pdf be a randon sample of size n f(x) -4e-4x, 0 < x < oo. Find a. P(0.2< X1,0.2< X2 < 1.5,0.25< X3< 0.8) b. E[2560X1 (X2-0.25)"(Xy-0.25判·
(1 point) Let X1 and X2 be a random sample of size n= 2 from the exponential distribution with p.d.f. f(x) = 4e - 4x 0 < x < 0. Find the following: a) P(0.5 < X1 < 1.1,0.3 < X2 < 1.7) = b) E(X1(X2 – 0.5)2) =